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TLN vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between TLN and ^GSPC is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

TLN vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Talen Energy Corporation (TLN) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%NovemberDecember2025FebruaryMarchApril
15.84%
-12.74%
TLN
^GSPC

Key characteristics

Sharpe Ratio

TLN:

1.63

^GSPC:

-0.17

Sortino Ratio

TLN:

1.98

^GSPC:

-0.11

Omega Ratio

TLN:

1.30

^GSPC:

0.98

Calmar Ratio

TLN:

2.84

^GSPC:

-0.15

Martin Ratio

TLN:

10.56

^GSPC:

-0.79

Ulcer Index

TLN:

9.09%

^GSPC:

3.36%

Daily Std Dev

TLN:

58.94%

^GSPC:

15.95%

Max Drawdown

TLN:

-33.80%

^GSPC:

-56.78%

Current Drawdown

TLN:

-26.35%

^GSPC:

-17.42%

Returns By Period

In the year-to-date period, TLN achieves a -8.47% return, which is significantly higher than ^GSPC's -13.73% return.


TLN

YTD

-8.47%

1M

-6.79%

6M

-3.12%

1Y

97.23%

5Y*

N/A

10Y*

N/A

^GSPC

YTD

-13.73%

1M

-13.15%

6M

-11.77%

1Y

-1.42%

5Y*

15.35%

10Y*

9.37%

*Annualized

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Risk-Adjusted Performance

TLN vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TLN
The Risk-Adjusted Performance Rank of TLN is 9292
Overall Rank
The Sharpe Ratio Rank of TLN is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of TLN is 8787
Sortino Ratio Rank
The Omega Ratio Rank of TLN is 8888
Omega Ratio Rank
The Calmar Ratio Rank of TLN is 9797
Calmar Ratio Rank
The Martin Ratio Rank of TLN is 9595
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 3939
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 4141
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 4141
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 3737
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 3636
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TLN vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Talen Energy Corporation (TLN) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for TLN, currently valued at 1.64, compared to the broader market-2.00-1.000.001.002.00
TLN: 1.64
^GSPC: -0.17
The chart of Sortino ratio for TLN, currently valued at 1.99, compared to the broader market-6.00-4.00-2.000.002.004.00
TLN: 1.99
^GSPC: -0.11
The chart of Omega ratio for TLN, currently valued at 1.30, compared to the broader market0.501.001.502.00
TLN: 1.30
^GSPC: 0.98
The chart of Calmar ratio for TLN, currently valued at 2.85, compared to the broader market0.001.002.003.004.00
TLN: 2.85
^GSPC: -0.15
The chart of Martin ratio for TLN, currently valued at 10.44, compared to the broader market-10.000.0010.0020.00
TLN: 10.44
^GSPC: -0.79

The current TLN Sharpe Ratio is 1.63, which is higher than the ^GSPC Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of TLN and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.002.004.006.00NovemberDecember2025FebruaryMarchApril
1.64
-0.17
TLN
^GSPC

Drawdowns

TLN vs. ^GSPC - Drawdown Comparison

The maximum TLN drawdown since its inception was -33.80%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for TLN and ^GSPC. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-26.35%
-17.42%
TLN
^GSPC

Volatility

TLN vs. ^GSPC - Volatility Comparison

Talen Energy Corporation (TLN) has a higher volatility of 24.99% compared to S&P 500 (^GSPC) at 9.30%. This indicates that TLN's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
24.99%
9.30%
TLN
^GSPC